I had an internal at 39 weeks but that's because I asked for a stretch and sweep if it was possible (it wasn't), so I then had one at 40+3 weeks to see if we had better luck this time (which we did). Other than that I had 2 internals done whilst I was in labour - the first to see how far along I was and the second 6 hours later to again see how I was doing. That's it - I had no problem with this (also, I'm the sort of person that has to know what is going on, so knowing how far dilated I was helped me with the labour).